The development of the pulse detonation engine (PDE) requires robust design of the engine components that are capable of enduring harsh detonation environments. In this study, a high cycle thermal fatigue test rig was developed for evaluating candidate PDE combustor materials using a CO2 laser. The high cycle thermal fatigue behavior of Haynes 188 alloy was investigated under an enhanced pulsed laser test condition of 30 Hz cycle frequency (33 ms pulse period, and 10 ms pulse width including 0.2 ms pulse spike). The temperature swings generated by the laser pulses near the specimen surface were characterized by using one-dimensional finite difference modeling combined with experimental measurements. The temperature swings resulted in significant thermal cyclic stresses in the oxide scale/alloy system, and induced extensive surface cracking. Striations of various sizes were observed at the cracked surfaces and oxide/alloy interfaces under the cyclic stresses. The test results indicated that oxidation and creep-enhanced fatigue at the oxide scale/alloy interface was an important mechanism for the surface crack initiation and propagation under the simulated PDE condition.